Just had this issue for the first time tonight. KMSP to KORD (both payware). Startup and takeoff as usual with Profile and Nav preselected. There was a manual leg to my first waypoint on the SID which I hand flew. Activated autopilot after established on the Nav track in the climb. Everything in the cockpit was telling me that A/P was active but the plane would start a slow roll to the left. It would not respond to any heading select, or Nav autopilot modes. P. climb and P.Nav both showed on the PFD the entire time and the plane would climb as selected, but Nav would not follow.
Moving my HOTAS controls would break the auto pilot with the usual aural warning, and when reactivating it the plane would continue to follow the climb profile but not NAV.